vinereg

cranv0.12.1

D-Vine Quantile Regression. Implements D-vine quantile regression models with parametric or nonparametric pair-copulas. See Kraus and Czado (2017) <doi:10.1016/j.csda.2016.12.009> and Schallhorn et al. (2017) <doi:10.48550/arXiv.1705.08310>.

License GPL-3strong copyleft0 versions1 maintainers4 deps79 weekly dl
https://CRAN.R-project.org/package=vinereg
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15/25
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0/20
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25/25
security
0/15
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Dependencies (4)
rvinecopulibkde1dRcppassertthat
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First published · 2025-12-11 11:50:30

Last updated · 2025-12-10T09:00:02+00:00